+142.5%
SHW vs VXX
-98.9%
+241.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -0.5% |
| 7D | -4.5% | +7.2% | -11.6% | -3.3% |
| 30D | -12.7% | -5.8% | -6.9% | -13.5% |
| 3M | +4.7% | -29.0% | +33.7% | -0.8% |
| 6M | -3.4% | -44.0% | +40.6% | -11.3% |
| YTD | -1.3% | -28.7% | +27.3% | -4.8% |
| 1Y | -10.4% | -45.2% | +34.8% | -16.7% |
| 3Y | +20.1% | -77.8% | +97.9% | +5.8% |
| 5Y | +10.5% | -95.6% | +106.1% | -21.9% |
| All | +142.5% | -98.9% | +241.4% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling